Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas (Q899795)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6524982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas |
scientific article; zbMATH DE number 6524982 |
Statements
Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas (English)
0 references
1 January 2016
0 references
0.80010586977005
0 references
0.7923793792724609
0 references
0.7895777225494385
0 references
0.7895249128341675
0 references
0.7800662517547607
0 references
